Discrete search methods for optimizing stochastic systems

Computers and Industrial Engineering

Volumn 34, Issue 4, 1998, Pages 703-716

  Ahmed, Mohamed A ^a   Alkhamis, Talal M ^a   Miller, Douglas R ^a  

^a KUWAIT UNIVERSITY   (Kuwait)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; ITERATIVE METHODS; MARKOV PROCESSES; MONTE CARLO METHODS; OPTIMIZATION;

STOCHASTIC OPTIMIZATION; TIME-HOMOGENEOUS MARKOV CHAINS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032156494     PISSN: 03608352     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0360-8352(98)00003-5     Document Type: Article

References (6)

1. S Andradottir A method for discrete stochastic optimization Manage Sci 41 12 1995 1946 1961
2. S Andradottir Global search for discrete stochastic optimization SIAM J Opt 6 2 1996 513 530
3. Cinlar E. Introduction to stochastic processes. Prentice-Hall, 1975
4. Feller W. An introduction to probability theory and its application, vol. II. New York: John Wiley and Sons, 1967
5. Kleijnen JPC. Statistical tools for simulation practitioners. Marcel Dekker, 1987
6. Ross SM. Introduction to probability models. 4th ed. San Diego: Academic Press, 1989